Invesco Balanced Risk Modity Fund Market Value
| BRCAX Fund | USD 7.07 0.05 0.71% |
| Symbol | Invesco |
Invesco Balanced-risk 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Invesco Balanced-risk's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Invesco Balanced-risk.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Invesco Balanced-risk on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Balanced Risk Modity or generate 0.0% return on investment in Invesco Balanced-risk over 90 days. Invesco Balanced-risk is related to or competes with Invesco Municipal, Invesco Municipal, Invesco Municipal, Oppenheimer Rising, Invesco High, Oppenheimer Strategic, and Oppenheimer International. The fund invests, under normal conditions, in derivatives and other commodity-linked instruments whose performance is ex... More
Invesco Balanced-risk Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Invesco Balanced-risk's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Invesco Balanced Risk Modity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.85 | |||
| Information Ratio | 0.093 | |||
| Maximum Drawdown | 10.18 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 2.04 |
Invesco Balanced-risk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Balanced-risk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Balanced-risk's standard deviation. In reality, there are many statistical measures that can use Invesco Balanced-risk historical prices to predict the future Invesco Balanced-risk's volatility.| Risk Adjusted Performance | 0.134 | |||
| Jensen Alpha | 0.2288 | |||
| Total Risk Alpha | 0.0637 | |||
| Sortino Ratio | 0.0721 | |||
| Treynor Ratio | (2.70) |
Invesco Balanced-risk February 10, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.134 | |||
| Market Risk Adjusted Performance | (2.69) | |||
| Mean Deviation | 0.997 | |||
| Semi Deviation | 1.43 | |||
| Downside Deviation | 1.85 | |||
| Coefficient Of Variation | 618.93 | |||
| Standard Deviation | 1.43 | |||
| Variance | 2.05 | |||
| Information Ratio | 0.093 | |||
| Jensen Alpha | 0.2288 | |||
| Total Risk Alpha | 0.0637 | |||
| Sortino Ratio | 0.0721 | |||
| Treynor Ratio | (2.70) | |||
| Maximum Drawdown | 10.18 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 2.04 | |||
| Downside Variance | 3.42 | |||
| Semi Variance | 2.04 | |||
| Expected Short fall | (1.12) | |||
| Skewness | (1.39) | |||
| Kurtosis | 6.61 |
Invesco Balanced Risk Backtested Returns
Invesco Balanced-risk appears to be not too volatile, given 3 months investment horizon. Invesco Balanced Risk holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Invesco Balanced Risk, which you can use to evaluate the volatility of the entity. Please utilize Invesco Balanced-risk's Market Risk Adjusted Performance of (2.69), risk adjusted performance of 0.134, and Downside Deviation of 1.85 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.082, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco Balanced-risk are expected to decrease at a much lower rate. During the bear market, Invesco Balanced-risk is likely to outperform the market.
Auto-correlation | 0.25 |
Poor predictability
Invesco Balanced Risk Modity has poor predictability. Overlapping area represents the amount of predictability between Invesco Balanced-risk time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco Balanced Risk price movement. The serial correlation of 0.25 indicates that over 25.0% of current Invesco Balanced-risk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Invesco Mutual Fund
Invesco Balanced-risk financial ratios help investors to determine whether Invesco Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Invesco with respect to the benefits of owning Invesco Balanced-risk security.
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm |